-17.4%
IT vs COO
-9.3%
-8.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -7.5% | +4.5% | -12.0% | -9.3% |
| 30D | -1.2% | +16.9% | -18.1% | -7.0% |
| 3M | -2.2% | -16.7% | +14.5% | +6.6% |
| 6M | +19.1% | +5.9% | +13.1% | +18.6% |
| YTD | -25.1% | -22.4% | -2.7% | -10.8% |
| 1Y | -17.4% | -10.1% | -7.3% | -7.1% |
| All | -17.4% | -9.3% | -8.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling